The semicircle law for matrices with ergodic entries

DOI10.1016/J.SPL.2018.05.025MaRDI QIDQ722663zbMATH OpenOpenAlexWikidataFDO

Authors M. Löwe

Publication date 27 July 2018

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1904.00397

zbMATH Keywords

ergodicitydecay of correlationsrandom matrixsemi-circle lawdependent entries

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

Abstract: We study the empirical spectral distribution (ESD) of symmetric random matrices with ergodic entries on the diagonals. We observe that for entries with correlations that decay to 0, when the distance of the diagonal entries becomes large the limiting ESD is the well known semicircle law. If it does not decay to 0 (and have the same sign) the semicircle law cannot be the limit of the ESD. This is good agreement with results on exchangeable processes analysed in Friesen and L"owe (2013a) and Hochst"attler et al. (2016).

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Cites work

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• Semicircle law for a matrix ensemble with dependent entries
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• The semicircle law for matrices with independent diagonals

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• Singular value distribution of dense random matrices with block Markovian dependence
• On the limiting spectral density of random matrices filled with stochastic processes
• Random band and block matrices with correlated entries
• Hitting times, commute times, and cover times for random walks on random hypergraphs

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